ABSTRACT
This section contains some basic definitions about matrices. More involved material is in Section 12.2. A complete overview is found in Rao (1973).
The elements of a p x q matrix A are denoted ai;, where i indicates the row and j the column:
If A is a p x q matrix, then its transpose B, denoted B = A', is the q X p matrix with b;i = ai;. Thus the rows of A become the columns of A', and vice versa. The inverse of a square p x p matrix A is the p x p matrix A-1 that satisfies AA-1 = A-1 A= Ip. If it exists it is unique, but it may not exist.
